+65.7%
RIOT vs GAP
+1.5%
+64.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.0% |
| 7D | +14.8% | -4.5% | +19.3% | +15.9% |
| 30D | +1.4% | +9.0% | -7.6% | -1.4% |
| 3M | -20.6% | +5.0% | -25.6% | -21.8% |
| 6M | +31.9% | -17.8% | +49.7% | +41.5% |
| YTD | +72.1% | -10.4% | +82.5% | +79.1% |
| 1Y | +65.7% | -3.4% | +69.0% | +56.5% |
| All | +65.7% | +1.5% | +64.2% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling